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Correlation between two instruments

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    Correlation between two instruments

    Can you please tell me how to correlate two different instruments in custom strategy? I need to create an indicator of this above correlation in the strategy.

    #2
    Hello Berny Paul,

    Please see the link below for information about strategies that support multi instruments and time frames.

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      #3
      Thank you Jason.

      I was going through the link which you provided. To confirm, The "APPL" and "MSFT" which described in that page are the instruments. right?
      Last edited by bernypaul; 09-29-2009, 06:37 AM. Reason: Clarification

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        #4
        You are correct in your assumption.

        These are the Apple and Microsoft stocks.

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          #5
          Thanks. But how can I make those dynamic. What I meant to say is - how can I use a parameter to define the instruments like we have parameters for indicators.

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            #6
            bernypaul, changing those added instruments dynamically in the Initialize() is unfortunately not supported.

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